Henstock–Kurzweil integral

E259763

The Henstock–Kurzweil integral is a highly general integration theory that extends and refines the Riemann integral, capable of integrating a broader class of functions while retaining many of the intuitive properties of Riemann integration.

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Predicate Object
instanceOf generalized Riemann integral
integration theory
mathematical integral
admitsExtensionTo improper integrals over unbounded intervals
allows fine partitions adapted to local behavior of the integrand
alsoKnownAs gauge integral
Henstock–Kurzweil integral
surface form: generalized Riemann–Henstock integral
canIntegrate all Lebesgue integrable functions
all improper Riemann integrable functions
some functions not Lebesgue integrable
characterizedBy gauge condition on partitions instead of uniform mesh size
compatibleWith classical techniques of Riemann integration
contrastsWith measure-theoretic approach of Lebesgue integration
definitionBasedOn gauges
tagged partitions
domain real-valued functions on intervals of the real line
extends Lebesgue integration
surface form: Lebesgue integral

Riemann integral
field real analysis
generalizes Lebesgue integral on measurable functions
Riemann integral on bounded intervals
hasProperty every Lebesgue integrable function has the same Henstock–Kurzweil and Lebesgue integrals
every derivative is Henstock–Kurzweil integrable
integral is unique when it exists
integral of a derivative recovers the original function up to a constant under mild conditions
hasTextbookTreatmentIn Jaroslav Kurzweil’s works on generalized integration
Ralph Henstock’s books on non-absolute integration
implies Denjoy integral on many functions
includesAsSpecialCase Riemann–Stieltjes integral for suitable integrators
is nonabsolute integral
isDefinedOn bounded intervals of the real line
isEquivalentTo Denjoy integral for functions with certain regularity conditions
isNot countably additive measure integral
isStrongerThan Lebesgue integral in terms of integrable functions
isWeakerThan Denjoy integral in generality
namedAfter Jaroslav Kurzweil
Ralph Henstock
preservesProperty fundamental theorem of calculus for all differentiable functions with regulated derivative
relatedConcept fine partition
gauge
nonabsolute integration
retains intuitive partition-sum interpretation of the integral
satisfies additivity over intervals
linearity
translation invariance on the real line
subsumes Lebesgue integration
surface form: Lebesgue integral on the real line
usedIn probability theory and stochastic integration generalizations
theory of differential equations
yearIntroduced 1957

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Riemann integral contrastedWith Henstock–Kurzweil integral
Arnaud Denjoy knownFor Henstock–Kurzweil integral
this entity surface form: Denjoy integral
Henstock–Kurzweil integral alsoKnownAs Henstock–Kurzweil integral
this entity surface form: generalized Riemann–Henstock integral